As you know, when you using Wildcard URLS, it will treat it like a query string and you can add a macro to the search results to handle that query string.

Maybe I am calling the pagination some thing incorrect, but I do mean the pagination that is built-in with search results.

Basically this is what I have:

I have two filters, one labeled as "region", one labeled as "market".
In the page URL properties, I have Wildcards set up like this: /projects/{region}/{market}.
On the Smart search results web part, in Search condition I have something like this:

+region:{% QueryString.region %}

(I have if statements in there to handle empty strings and such, but the above is the jist of it)

When a user navigates to www.mysite.com/projects/northamerica/hotels, it will automatically filter the results. However, if there are more than one page of results and I go to (let's say) page 2 of the results, it clears the filter. Sure it goes to page 2, but of unfiltered results.